0.03Open0.09Pre Close7 Volume111 Open Interest38.00Strike Price21.00Turnover311.29%IV5.08%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0542Delta0.0852Gamma1333.33Leverage Ratio-1.7352Theta0.0000Rho-72.28Eff Leverage0.0005Vega